+782.8%
PH vs MXL
+284.4%
+498.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.1% |
| 7D | -3.1% | +16.6% | -19.8% | -5.8% |
| 30D | -11.8% | +0.5% | -12.3% | -12.5% |
| 3M | +6.9% | -3.6% | +10.6% | +3.1% |
| 6M | -1.3% | +328.0% | -329.3% | -36.6% |
| YTD | +7.0% | +297.8% | -290.9% | -30.5% |
| 1Y | +23.1% | +339.4% | -316.3% | -22.9% |
| 3Y | +135.4% | +201.7% | -66.4% | +40.5% |
| 5Y | +250.3% | +32.8% | +217.6% | +142.5% |
| All | +782.8% | +284.4% | +498.5% | +256.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling